On the Error of the Gaussian Approximation for Convolutions
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Cited in
(18)- A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics
- Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter
- Large Sample Properties of Partitioning-Based Series Estimators
- On the Bernstein-von Mises theorem for the Dirichlet process
- Uniform nonparametric inference for time series
- About the Lindeberg method for strongly mixing sequences
- Invariance principles for von Mises and U-statistics
- Almost sure approximation theorems for the multivariate empirical process
- Invariance principles for sums of Banach space valued random elements and empirical processes
- Limit theorems for sums of weakly dependent Banach space valued random variables
- Gaussian approximation of suprema of empirical processes
- Strong approximation of very weak Bernoulli processes
- A max-correlation white noise test for weakly dependent time series
- Uniform Inference for Kernel Density Estimators with Dyadic Data
- Yurinskii's coupling for martingales
- Strong approximations for empirical processes indexed by Lipschitz functions
- Simple subvector inference on sharp identified set in affine models
- Uniform estimation and inference for nonparametric partitioning-based M-estimators
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